4. Economy
  5. Quantitative Finance
  6. Statistical Finance

Nataliya Horbenko

Economy – Quantitative Finance – Statistical Finance

Scientist

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Scientist

Fraunhofer ITWM, Department of Financial Mathematics, Dept. of Mathematics, Univerisity of Kaiserslautern

Robust Estimators in Generalized Pareto Models

Economy – Quantitative Finance – Statistical Finance
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Yet another breakdown point notion: EFSBP - illustrated at scale-shape models

Statistics – Methodology
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